CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 355.5 356.3 0.8 0.2% 352.0
High 357.8 365.0 7.2 2.0% 365.0
Low 353.5 352.0 -1.5 -0.4% 348.4
Close 355.3 352.5 -2.8 -0.8% 352.5
Range 4.3 13.0 8.7 202.3% 16.6
ATR 5.4 6.0 0.5 9.9% 0.0
Volume 407 130 -277 -68.1% 1,458
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 395.5 387.0 359.7
R3 382.5 374.0 356.1
R2 369.5 369.5 354.9
R1 361.0 361.0 353.7 358.8
PP 356.5 356.5 356.5 355.4
S1 348.0 348.0 351.3 345.8
S2 343.5 343.5 350.1
S3 330.5 335.0 348.9
S4 317.5 322.0 345.4
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 405.1 395.4 361.6
R3 388.5 378.8 357.1
R2 371.9 371.9 355.5
R1 362.2 362.2 354.0 367.1
PP 355.3 355.3 355.3 357.7
S1 345.6 345.6 351.0 350.5
S2 338.7 338.7 349.5
S3 322.1 329.0 347.9
S4 305.5 312.4 343.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 365.0 346.3 18.7 5.3% 6.7 1.9% 33% True False 345
10 373.3 346.3 27.0 7.7% 7.0 2.0% 23% False False 273
20 381.0 346.3 34.7 9.8% 5.2 1.5% 18% False False 249
40 381.0 346.3 34.7 9.8% 3.9 1.1% 18% False False 161
60 381.0 346.3 34.7 9.8% 3.1 0.9% 18% False False 119
80 388.3 346.3 42.0 11.9% 2.6 0.8% 15% False False 92
100 388.3 346.3 42.0 11.9% 2.1 0.6% 15% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 420.3
2.618 399.0
1.618 386.0
1.000 378.0
0.618 373.0
HIGH 365.0
0.618 360.0
0.500 358.5
0.382 357.0
LOW 352.0
0.618 344.0
1.000 339.0
1.618 331.0
2.618 318.0
4.250 296.8
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 358.5 357.7
PP 356.5 355.9
S1 354.5 354.2

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols